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Stopping Games with Randomized Strategies

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Author Info
Dinah Rosenberg
Eilon Solan
Nicolas Vieille

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Abstract

We study stopping games in the setup of Neveu. We prove the existence of a uniform value (in a sense defined below), by allowing the players to use randomized strategies. In contrast with previous work, we make no comparison assumption on the payoff processes. Moreover, we prove that the value is the limit of discounted values, and we construct e-optimal strategies.

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File URL: http://www.kellogg.northwestern.edu/research/math/papers/1258.pdf
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Paper provided by Northwestern University, Center for Mathematical Studies in Economics and Management Science in its series Discussion Papers with number 1258.

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Date of creation: May 1999
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Handle: RePEc:nwu:cmsems:1258

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Mertens, Jean-Francois, 2002. "Stochastic games," Handbook of Game Theory with Economic Applications, in: R.J. Aumann & S. Hart (ed.), Handbook of Game Theory with Economic Applications, edition 1, volume 3, chapter 47, pages 1809-1832 Elsevier. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Ehud Lehrer & Eilon Solan, 2003. "Zero-sum Dynamic Games and a Stochastic Variation of Ramsey Theorem," Discussion Papers 1375, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  2. Eilon Solan & Nicolas Vieille, 2002. "Stopping games: recent results," Working Papers hal-00242994_v1, HAL. [Downloadable!]
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  3. Ayala Mashiah-Yaakovi, 2009. "Periodic stopping games," International Journal of Game Theory, Springer, vol. 38(2), pages 169-181, June. [Downloadable!] (restricted)
  4. Rida Laraki & Eilon Solan, 2002. "Stopping Games in Continuous Time," Discussion Papers 1354, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  5. Nicolas, VIEILLE & Eilon, SOLAN, 2003. "Deterministic Multi-Player Dynkin Games," Les Cahiers de Recherche 772, HEC Paris. [Downloadable!]
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  6. Eilon Solan, 2002. "Subgame-Perfection in Quitting Games with Perfect Information and Differential Equations," Discussion Papers 1356, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  7. VIEILLE, Nicolas & SHMAYA, Eran & SOLAN, Eilon, 2001. "An Application of Ramsey Theorem to stopping Games," Les Cahiers de Recherche 746, HEC Paris. [Downloadable!]
    Other versions:
  8. Eran Schmaya & Eilon Solan & Nicolas Vieille, 2002. "Stopping games and Ramsey theorem," Working Papers hal-00242997_v1, HAL. [Downloadable!]
  9. Eilon Solan & Nicolas Vieille, 2000. "Uniform Value in Recursive Games," Discussion Papers 1293, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  10. Eran Shmaya & Eilon Solan, 2002. "Two Player Non Zero-Sum Stopping Games in Discrete Time," Discussion Papers 1347, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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